This is a summary of links featured on Quantocracy on Friday, 12/02/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Sentiment Analysis on News Articles using Python for traders [Quant Insti]In our previous post on sentiment analysis we briefly explained sentiment analysis within the context of trading, and also provided a model code in R. The R model was applied on an earnings call conference transcript of an NSE listed company, and the output of the model was compared with the quarterly earnings numbers, and by charting the one-month stock price movement post the earnings call date.
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You Would Have Missed 780% In Gains Using The CAPE Ratio, And That’s A Good Thing [Meb Faber]780%. Thats the amount of gains you would have missed had you followed the market timing strategy Im going to describe in the following article that utilizes the CAPE ratio. Yes, thats significant. But theres far more to this story, and I suspect that had you acted on this strategy, youd have actually been quite happy to miss out on those gains. Lets start by rewinding a few
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November Fall for Trend Following [Wisdom Trading]Every month of this second half of the year seems to have a recurring theme and/or unilateral direction, rendering the YTD performance quite clearly negative. November was no different and produced a variation on the same theme, as you can see below. Below is the full State of Trend Following report as of last month. Performance is hypothetical. Chart for November: Wisdom State of Trend Following